Victory Cemp Market Fund Market Value
| CBHAX Fund | USD 8.48 0.01 0.12% |
| Symbol | Victory |
Victory Cemp 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Victory Cemp's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Victory Cemp.
| 12/06/2024 |
| 03/06/2025 |
If you would invest 0.00 in Victory Cemp on December 6, 2024 and sell it all today you would earn a total of 0.00 from holding Victory Cemp Market or generate 0.0% return on investment in Victory Cemp over 90 days. Victory Cemp is related to or competes with Pimco Trends, Asg Managed, Otter Creek, and Calamos Market. The Adviser pursues the funds investment objective by implementing a proprietary, market neutral investment strategy designed to seek income from its investments while maintaining a low correlation to the foreign and domestic equity and bond markets. More
Victory Cemp Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Victory Cemp's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Victory Cemp Market upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2815 | |||
| Information Ratio | 0.3662 | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.3593 |
Victory Cemp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Cemp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Cemp's standard deviation. In reality, there are many statistical measures that can use Victory Cemp historical prices to predict the future Victory Cemp's volatility.| Risk Adjusted Performance | 0.0789 | |||
| Jensen Alpha | 0.018 | |||
| Total Risk Alpha | 0.0411 | |||
| Sortino Ratio | 0.3097 | |||
| Treynor Ratio | (0.47) |
Victory Cemp Market Backtested Returns
At this stage we consider Victory Mutual Fund to be very steady. Victory Cemp Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Victory Cemp Market, which you can use to evaluate the volatility of the fund. Please validate Victory Cemp's Coefficient Of Variation of 768.81, risk adjusted performance of 0.0789, and Semi Deviation of 0.1057 to confirm if the risk estimate we provide is consistent with the expected return of 0.0387%. The entity has a beta of -0.0445, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Victory Cemp are expected to decrease at a much lower rate. During the bear market, Victory Cemp is likely to outperform the market.
Auto-correlation | 0.70 |
Good predictability
Victory Cemp Market has good predictability. Overlapping area represents the amount of predictability between Victory Cemp time series from 6th of December 2024 to 20th of January 2025 and 20th of January 2025 to 6th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Victory Cemp Market price movement. The serial correlation of 0.7 indicates that around 70.0% of current Victory Cemp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Victory Cemp Market lagged returns against current returns
Autocorrelation, which is Victory Cemp mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Victory Cemp's mutual fund expected returns. We can calculate the autocorrelation of Victory Cemp returns to help us make a trade decision. For example, suppose you find that Victory Cemp has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Victory Cemp regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Victory Cemp mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Cemp mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Cemp mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Victory Cemp Lagged Returns
When evaluating Victory Cemp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Cemp mutual fund have on its future price. Victory Cemp autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Victory Cemp autocorrelation shows the relationship between Victory Cemp mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Victory Cemp Market.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Victory Mutual Fund
Victory Cemp financial ratios help investors to determine whether Victory Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Victory with respect to the benefits of owning Victory Cemp security.
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